REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO METHODS AND SEGMENTATION ALGORITHMS IN HIDDEN MARKOV MODELS
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Publication:2810418
DOI10.1111/J.1467-842X.2010.00571.XzbMath1337.62146MaRDI QIDQ2810418
Publication date: 1 June 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Image analysis in multivariate analysis (62H35) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Hierarchical Bayesian Approach to a Multi-Site Hidden Markov Model ⋮ Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
Cites Work
- Calculating posterior distributions and modal estimates in Markov mixture models
- Bayesian estimation of hidden Markov chains: A stochastic implementation
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- Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
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